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CA  >  Actuarial Science  >  Currículo  >  Solvency Models

Master in Actuarial Science

Plano Curricular Actuarial Science

Solvency Models (MSOLV)

UC Competência

Solvency Models(Gestão)

UC Execução

Solvency Models (2020/2021 - Semestre 1)
Modelos de Solvência (2019/2020 - Semestre 1)
Modelos de Solvência (2018/2019 - Semestre 1)
Modelos de Solvência (2017/2018 - Semestre 1)
Modelos de Solvência (2016/2017 - Semestre 1)
Modelos de Solvência (2015/2016 - Semestre 1)
Modelos de Solvência (2014/2015 - Semestre 1)
Modelos de Solvência (2013/2014 - Semestre 1)
Modelos de Solvência (2012/2013 - Semestre 1)


Grupo: Actuarial Science > 2º Ciclo > Unidades Curriculares Obrigatórias

Período: 2 Ano, 1 Semestre


4.0 (para cálculo da média)


.to introduce the objectives and specificities of regulation of the insurance sector;
. to understand the risk associated to the assurance sector and their dynamics;
. To introduce the European supervisory architecture implemented in 2011;
.to introduce the new European regulatory regime-Solvency II;
.to gather knowledge of the Pillar I aspects of Solvency II, namely the valuation of assets and liabilities, technical provisions, own funds and capital requirements (SCR and MCR);
.no gather knowledge of the Pillar II, namely the system of governance, ORSA, capital add-ons and supervisory review process;
.no gather knowledge of the Pilar III aspects of Solvency II, namely requirements on public disclosure and reporting to supervisors.
The main competences to be developed are:
.the ability to identify and understand the dynamics of risks underlying insurance activities;
.the ability to perceive and interpret the regulatory requirements applicable to the insurance factor.


.Insurance basics and need for regulation
.European financial supervision architecture
.Risk fundamentals
.New European regulatory regime: Solvency II

Metodologia de avaliação

Classes will combine Theory and Practice, with the presentation and discussion of slides. Students will be evaluated through a group work and respective presentation in class (weight of 30%)and an exam (weight of 70%).However, the grade of the exam should in no case be less than 8.0 (noun-rounded mark).



A Global Framework for Insurer Solvency Assessment

International Actuarial Association



on the taking-up and pursuit of the business of Insurance an Reinsurance (Solvency II)

Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009


supplementing directive 2009/138/EC

Commission Delegated Regulation (EU) 2015/35 of October 2014



Não existem referências bibliográficas secundárias.